Constrained randomization of time series for hypothesis testing

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We propose a general scheme to create time sequences that fulfill given constraints but are random otherwise. Significance levels for nonlinearity tests are as usually obtained by Monte Carlo resampling. In a new scheme, constraints including multivariate, nonlinear, and nonstationary properties are implemented in the form of a cost function.
4 pages, 3 figures, needs nolta.sty

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Chaotic Dynamics

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https://dspace.dare.co.zw/handle/123456789/21254

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arXiv

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